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exaly
›
Journals
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International Journal of Stochastic Analysis
›
top-articles
International Journal of Stochastic Analysis
0.3
(top 100%)
impact factor
117
(top 100%)
papers
466
(top 50%)
citations
10
(top 50%)
h
-index
0.3
(top 100%)
extended IF
119
all documents
503
doc citations
15
(top 50%)
g
-index
Top Articles
#
Title
Journal
Year
Citations
1
Weather Derivatives and Stochastic Modelling of Temperature
International Journal of Stochastic Analysis
2011
27
2
An
M/M/2
Queueing System with Heterogeneous Servers Including One with Working Vacation
International Journal of Stochastic Analysis
2012
19
3
Online Stochastic Convergence Analysis of the Kalman Filter
International Journal of Stochastic Analysis
2013
19
4
Regime-Switching Risk: To Price or Not to Price?
International Journal of Stochastic Analysis
2011
18
5
Yamada-Watanabe Results for Stochastic Differential Equations with Jumps
International Journal of Stochastic Analysis
2015
17
6
Asymptotics of Negative Exponential Moments for Annealed Brownian Motion in a Renormalized Poisson Potential
International Journal of Stochastic Analysis
2011
15
7
Stochastic Analysis of Gaussian Processes via Fredholm Representation
International Journal of Stochastic Analysis
2016
14
8
Optimal Selling of an Asset under Incomplete Information
International Journal of Stochastic Analysis
2011
13
9
Stability Analysis of a Stochastic SIR Epidemic Model with Specific Nonlinear Incidence Rate
International Journal of Stochastic Analysis
2013
13
10
Necessary Conditions for Optimal Control of Forward-Backward Stochastic Systems with Random Jumps
International Journal of Stochastic Analysis
2012
12
11
The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions
International Journal of Stochastic Analysis
2010
11
12
Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps
International Journal of Stochastic Analysis
2011
11
13
Generalized Fractional Master Equation for Self-Similar Stochastic Processes Modelling Anomalous Diffusion
International Journal of Stochastic Analysis
2012
11
14
Hypothesis Testing in a Fractional Ornstein-Uhlenbeck Model
International Journal of Stochastic Analysis
2012
11
15
A Decomposable Branching Process in a Markovian Environment
International Journal of Stochastic Analysis
2012
11
16
α
-Stable Lévy Noise: A Random Field Approach">SPDEs with
α
-Stable Lévy Noise: A Random Field Approach
International Journal of Stochastic Analysis
2014
10
17
Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems
International Journal of Stochastic Analysis
2014
10
18
Analysis of a Priority Queue with Phase-Type Service and Failures
International Journal of Stochastic Analysis
2016
10
19
Birth and Death Processes with Neutral Mutations
International Journal of Stochastic Analysis
2012
9
20
Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures
International Journal of Stochastic Analysis
2012
9
21
A Discrete-Time Queue with Balking, Reneging, and Working Vacations
International Journal of Stochastic Analysis
2014
9
22
Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas
International Journal of Stochastic Analysis
2010
8
23
Optimal Geometric Mean Returns of Stocks and Their Options
International Journal of Stochastic Analysis
2012
8
24
Global Stability of Nonlinear Stochastic SEI Epidemic Model with Fluctuations in Transmission Rate of Disease
International Journal of Stochastic Analysis
2017
8
25
A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk
International Journal of Stochastic Analysis
2010
7
26
Survival Exponents for Some Gaussian Processes
International Journal of Stochastic Analysis
2012
7
27
From Pseudorandom Walk to Pseudo-Brownian Motion: First Exit Time from a One-Sided or a Two-Sided Interval
International Journal of Stochastic Analysis
2014
7
28
A BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization
International Journal of Stochastic Analysis
2016
7
29
Optimal Control with Partial Information for Stochastic Volterra Equations
International Journal of Stochastic Analysis
2010
6
30
Yule-Walker Estimation for the Moving-Average Model
International Journal of Stochastic Analysis
2011
6
31
A q-Weibull Counting Process through a Fractional Differential Operator
International Journal of Stochastic Analysis
2011
6
32
Stochastic Methodology for the Study of an Epidemic Decay Phase, Based on a Branching Model
International Journal of Stochastic Analysis
2012
6
33
A Semigroup Expansion for Pricing Barrier Options
International Journal of Stochastic Analysis
2014
6
34
A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment
International Journal of Stochastic Analysis
2015
6
35
Synchronization of Dissipative Dynamical Systems Driven by Non-Gaussian Lévy Noises
International Journal of Stochastic Analysis
2010
5
36
A Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability
International Journal of Stochastic Analysis
2011
5
37
General LQG Homing Problems in One Dimension
International Journal of Stochastic Analysis
2012
5
38
Applications of Stochastic Processes in Biology and Medicine
International Journal of Stochastic Analysis
2013
5
39
A Stochastic Diffusion Process for the Dirichlet Distribution
International Journal of Stochastic Analysis
2013
5
40
The Relationship between the Stochastic Maximum Principle and the Dynamic Programming in Singular Control of Jump Diffusions
International Journal of Stochastic Analysis
2014
5
41
A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models
International Journal of Stochastic Analysis
2015
5
42
Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications
International Journal of Stochastic Analysis
2017
5
43
Random Trigonometric Polynomials with Nonidentically Distributed Coefficients
International Journal of Stochastic Analysis
2010
4
44
Impulse Control of Proportional Reinsurance with Constraints
International Journal of Stochastic Analysis
2011
4
45
The First Passage Time and the Dividend Value Function for One-Dimensional Diffusion Processes between Two Reflecting Barriers
International Journal of Stochastic Analysis
2012
4
46
Consistent Price Systems in Multiasset Markets
International Journal of Stochastic Analysis
2012
4
47
A Note on the Distribution of Multivariate Brownian Extrema
International Journal of Stochastic Analysis
2014
4
48
Regime-Switching Temperature Dynamics Model for Weather Derivatives
International Journal of Stochastic Analysis
2018
4
49
General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay
International Journal of Stochastic Analysis
2010
3
50
Mild Solutions of Neutral Stochastic Partial Functional Differential Equations
International Journal of Stochastic Analysis
2011
3
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